+759.2%
EMR vs DLR
+3,595.6%
-2,836.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | -1.5% | +1.6% | -3.1% | -2.0% |
| 30D | -5.6% | -3.4% | -2.3% | -4.6% |
| 3M | +7.9% | +0.5% | +7.4% | +7.3% |
| 6M | +6.0% | +4.6% | +1.5% | +4.1% |
| YTD | +16.4% | +23.4% | -7.0% | +7.8% |
| 1Y | +16.6% | +19.0% | -2.4% | +9.1% |
| 3Y | +62.9% | +56.5% | +6.3% | +36.7% |
| 5Y | +60.1% | +33.3% | +26.8% | +38.2% |
| 10Y | +268.7% | +165.1% | +103.6% | +137.9% |
| All | +759.2% | +3,595.6% | -2,836.4% | +132.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DLR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling